Conic S-Procedure And Constrained Dissipativity

Details Conic S-Procedure And Constrained Dissipativity Conic S-Procedure And Constrained Dissipativity

2005-09-30

arxiv.org/abs/math/0509718v1

Mathematics

Optimization and Control

Scientific paper

A new version of classical S-procedure in system theory is proposed based on duality in the space of positive definite matrices and introduction of matrix Lagrange multipliers. A new proof and extension of the recent results of T.Iwasaki, S. Hara, A. Fradkov ( Systems & Control Letters, 2005. Vol 54 (7), pp 681-691) concerning equivalence between frequency domain inequality on finite frequency range and constrained dissipativity property for linear systems is given. The results of this paper extend S-procedure to allow for analysis and design of systems with matrix inequalities constraints.

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